Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Brigo:2005,
author = {Brigo, D},
journal = {Risk Magazine},
title = {Market Models for CDS Options and Callable Floaters},
year = {2005}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
PY - 2005///
TI - Market Models for CDS Options and Callable Floaters
T2 - Risk Magazine
ER -